Changes in version 0.1.0 (2026-10-08)                  

  - First release.
  - kah3.test(): the three-group least squares test with its exact null
    distribution (Hartley's maximum F-ratio, three groups).
  - kah.robust.test(): the least trimmed squares version, with an
    effective-degrees-of-freedom F-max reference, a Monte Carlo
    reference and a residual bootstrap.
  - run.all.het(): the KaH tests next to Goldfeld-Quandt, Breusch-Pagan
    (Koenker), White, the robust modified Goldfeld-Quandt test and,
    optionally, three tests from 'skedastic'.
  - pfmax(), dfmax(), qfmax(), rfmax(): Hartley's maximum F-ratio
    distribution.